+131.4%
MKSI vs RVMD
+375.0%
-243.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | +2.7% | -3.0% | +5.7% | +3.2% |
| 30D | -12.8% | -0.7% | -12.1% | -12.7% |
| 3M | -22.5% | +36.5% | -59.1% | -25.2% |
| 6M | +19.4% | +104.6% | -85.2% | +10.3% |
| YTD | +67.7% | +155.8% | -88.1% | +51.6% |
| 1Y | +131.4% | +340.7% | -209.3% | +83.8% |
| All | +131.4% | +375.0% | -243.6% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RVMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling